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Details about Thomas Lubik

E-mail:
Homepage:http://www.richmondfed.org/research/economists/bios/lubik_bio.cfm
Phone:(804) 697-8246
Postal address:Federal Reserve Bank of Richmond Post Office Box 27622 Richmond, VA 23261
Workplace:Economic Research Division, Federal Reserve Bank of Richmond, (more information at EDIRC)

Access statistics for papers by Thomas Lubik.

Last updated 2012-05-09. Update your information in the RePEc Author Service.

Short-id: plu38


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Working Papers

2017

  1. Real Rates and Consumption Smoothing in a Low Interest Rate Environment: The Case of Japan
    Working Paper, Federal Reserve Bank of Richmond Downloads

2012

  1. Sales, inventories, and real interest rates: a century of stylized facts
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (4)

2011

  1. Aggregate labor market dynamics in Hong Kong
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (2)
  2. Deep habits in the New Keynesian Phillips curve
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (1)
    Also in Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) Downloads

2010

  1. Instability and indeterminacy in a simple search and matching model
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (4)
  2. Inventories, inflation dynamics, and the New Keynesian Phillips curve
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (1)
    Also in Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) Downloads View citations (5)
  3. On-the-job search and the cyclical dynamics of the labor market
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (5)
    Also in Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre (2007) Downloads View citations (16)
    2005 Meeting Papers, Society for Economic Dynamics (2005) Downloads View citations (1)
    Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (1)
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2004) Downloads View citations (19)

2009

  1. Inventories and Optimal Monetary Policy
    School of Economics Working Papers, University of Adelaide, School of Economics Downloads View citations (3)
    Also in Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) Downloads

    See also Journal Article in Economic Quarterly (2009)

2008

  1. Inflation Dynamics with Search Frictions: A Structural Econometric Analysis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (50)
    Also in Working Paper, Federal Reserve Bank of Richmond (2008) Downloads View citations (48)

    See also Journal Article in Journal of Monetary Economics (2008)

2007

  1. Does intra-firm bargaining matter for business cycle dynamics?
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (17)

2006

  1. Entry, Multinational Firms, and Exchange Rate Volatility
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (1)
  2. The Empirical Relevance of the Lucas Critique
    Computing in Economics and Finance 2006, Society for Computational Economics
  3. The Lucas critique and the stability of empirical models
    Working Paper, Federal Reserve Bank of Richmond Downloads View citations (8)
    See also Journal Article in Journal of Applied Econometrics (2010)

2005

  1. A Bayesian Look at New Open Economy Macroeconomics
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics Downloads View citations (183)
  2. A Simple, Structural, and Empirical Model of the Antipodean Transmission Mechanism
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (5)
    See also Journal Article in New Zealand Economic Papers (2006)
  3. Did the Tail Wag the Dog? Fiscal Policy and the Federal Reserve during the Great Inflation
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (4)
  4. Do Terms of Trade Shocks Drive Business Cycles? Some Evidence from Structural Estimation
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads
  5. Do World Shocks Drive Domestic Business Cycles? Some Evidence from Structural Estimation
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics Downloads View citations (13)
  6. Optimal Monetary Policy in a Two Sector with Different Degree of Price and Wage Stickiness
    Computing in Economics and Finance 2005, Society for Computational Economics
  7. Persistence, Propagation and On-the-Job Search
    Computing in Economics and Finance 2005, Society for Computational Economics

2004

  1. A Note on Instability and Indeterminacy in Search and Matching Models
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics Downloads View citations (9)
  2. How Large Are Returns to Scale in the U.S.? A View Across the Boundary
    Computing in Economics and Finance 2004, Society for Computational Economics Downloads
    Also in Econometric Society 2004 North American Summer Meetings, Econometric Society (2004) Downloads

    See also Journal Article in Economic Quarterly (2016)
  3. Monetary Policy, Fiscal Policy and Automatic Stabilizers: Welfare and Macroeconomic Stability
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)
  4. On-the-Job Search and Business Cycle Dynamics
    Econometric Society 2004 North American Summer Meetings, Econometric Society Downloads
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) Downloads

2003

  1. An Inventory of Simple Monetary Policy Rules in a New Keynesian Macroeconomic Model
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics Downloads View citations (11)
    See also Journal Article in International Review of Economics & Finance (2007)
  2. Do Central Banks Respond to Exchange Rate Movements? A Structural Investigation
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics Downloads View citations (49)
    See also Journal Article in Journal of Monetary Economics (2007)
  3. Estimating Monetary Policy Rules in Small Open Economies: A Structural Approach
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (2)
  4. Industrial Structure and Monetary Policy in a Small Open Economy
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics Downloads View citations (3)
  5. Investment Spending,Equilibrium Indeterminacy and the Interactions of Monetary and Fiscal Policy
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics Downloads View citations (6)
  6. Real Wage Dynamics in a Monetary Business Cycle Model with Search Frictions
    Computing in Economics and Finance 2003, Society for Computational Economics
  7. Testing for Indeterminacy:An Application to U.S. Monetary Policy
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics Downloads View citations (9)
    See also Journal Article in American Economic Review (2004)
  8. The (Ir)relevance of Real Wage Rigidity in the New Keynesian Model with Search Frictions
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics Downloads View citations (48)
    See also Journal Article in Journal of Monetary Economics (2007)

2002

  1. Computing Sunspots in Linear Rational Expectations Models
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (1)
    Also in Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2002) Downloads View citations (2)
  2. Testing for Indeterminacy in Linear Rational Expectations Models
    Computing in Economics and Finance 2002, Society for Computational Economics Downloads View citations (3)

2000

  1. International Comovement Revisited: The Role of Non-Traded Goods and Price Stickiness
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics

Journal Articles

2016

  1. How Large Are Returns to Scale in the U.S.? A View Across the Boundary
    Economic Quarterly, 2016, (1Q), 79-103 Downloads
    See also Working Paper (2004)

2015

  1. The Rise in Long-Term Unemployment: Potential Causes and Implications
    Economic Quarterly, 2015, (2Q), 125-149 Downloads
  2. Time-Varying Parameter Vector Autoregressions: Specification, Estimation, and an Application
    Economic Quarterly, 2015, (4Q), 323-352 Downloads

2011

  1. Monetary policy with unknown natural rates
    Richmond Fed Economic Brief, 2011, (Jul) Downloads
  2. Potential causes and implications of the rise in long-term unemployment
    Richmond Fed Economic Brief, 2011, (Sep) Downloads

2010

  1. Is the output gap a faulty gauge for monetary policy?
    Richmond Fed Economic Brief, 2010, (Jan) Downloads
  2. The Lucas critique and the stability of empirical models
    Journal of Applied Econometrics, 2010, 25, (1), 177-194 Downloads View citations (12)
    See also Working Paper (2006)

2009

  1. Estimating a search and matching model of the aggregate labor market
    Economic Quarterly, 2009, (Spr), 101-120 Downloads View citations (10)
  2. Inventories and optimal monetary policy
    Economic Quarterly, 2009, (Fall), 357-382 Downloads View citations (3)
    See also Working Paper (2009)

2008

  1. Do search frictions matter for inflation dynamics?
    European Economic Review, 2008, 52, (8), 1464-1479 Downloads View citations (5)
  2. Inflation dynamics with search frictions: A structural econometric analysis
    Journal of Monetary Economics, 2008, 55, (5), 892-916 Downloads View citations (50)
    See also Working Paper (2008)

2007

  1. An inventory of simple monetary policy rules in a New Keynesian macroeconomic model
    International Review of Economics & Finance, 2007, 16, (1), 15-36 Downloads View citations (24)
    See also Working Paper (2003)
  2. Do central banks respond to exchange rate movements? A structural investigation
    Journal of Monetary Economics, 2007, 54, (4), 1069-1087 Downloads View citations (209)
    See also Working Paper (2003)
  3. Non-stationarity and instability in small open-economy models even when they are "closed"
    Economic Quarterly, 2007, (Fall), 393-412 Downloads View citations (11)
  4. Testing for Indeterminacy: An Application to U.S. Monetary Policy: Reply
    American Economic Review, 2007, 97, (1), 530-533 Downloads View citations (6)
  5. The (ir)relevance of real wage rigidity in the New Keynesian model with search frictions
    Journal of Monetary Economics, 2007, 54, (3), 706-727 Downloads View citations (270)
    See also Working Paper (2003)

2006

  1. A simple, structural, and empirical model of the antipodean transmission mechanism
    New Zealand Economic Papers, 2006, 40, (2), 91-126 Downloads
    See also Working Paper (2005)
  2. The cyclical upgrading of labor and on-the-job search
    Labour Economics, 2006, 13, (4), 459-477 Downloads View citations (51)

2004

  1. Testing for Indeterminacy: An Application to U.S. Monetary Policy
    American Economic Review, 2004, 94, (1), 190-217 Downloads View citations (531)
    See also Working Paper (2003)

2003

  1. Computing sunspot equilibria in linear rational expectations models
    Journal of Economic Dynamics and Control, 2003, 28, (2), 273-285 Downloads View citations (166)

Chapters

2006

  1. A Bayesian Look at the New Open Economy Macroeconomics
    A chapter in NBER Macroeconomics Annual 2005, Volume 20, 2006, pp 313-382 Downloads View citations (47)

Software Items

 
Page updated 2017-06-24